COTTON NO. 2 - NEW YORK BOARD OF TRADE                               Code-033661
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      184,683
COMMITMENTS
  32,826   58,406   22,242  110,604   86,951  165,672  167,599   19,011   17,084

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      2,316)
  -3,666    4,109      698    2,675   -4,807     -293        0    2,609    2,316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     31.6     12.0     59.9     47.1     89.7     90.7     10.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      68      108       53       69       52      167      194
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE             Code-040701
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,584
COMMITMENTS
  13,487    1,709    2,035   10,720   23,309   26,242   27,053    4,342    3,531

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      1,579)
     501     -368     -486      441    1,486      456      632    1,123      947

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1      5.6      6.7     35.1     76.2     85.8     88.5     14.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      45       13       21       22       19       73       48
 
 
COCOA - NEW YORK BOARD OF TRADE                                      Code-073732
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      146,930
COMMITMENTS
  31,504   30,520    3,352   98,460  101,772  133,316  135,644   13,614   11,286

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      6,132)
   1,439    4,940      534    1,095   -1,823    3,068    3,651    3,064    2,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     20.8      2.3     67.0     69.3     90.7     92.3      9.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      50       45       22       50       36      109       99
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE                               Code-080732
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      432,984
COMMITMENTS
  90,108   61,469   38,452  252,811  277,201  381,371  377,122   51,613   55,862

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:    -40,494)
  -1,320    4,995   -2,962  -36,751  -47,273  -41,033  -45,240      539    4,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     14.2      8.9     58.4     64.0     88.1     87.1     11.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      41       60       41       63       54      133      130
 
 
COFFEE C - NEW YORK BOARD OF TRADE                                   Code-083731
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      110,868
COMMITMENTS
  30,475   32,380   10,729   58,483   58,410   99,687  101,519   11,181    9,349

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      5,067)
   1,104      371     -128    3,096    2,335    4,072    2,578      995    2,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     29.2      9.7     52.8     52.7     89.9     91.6     10.1      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
     102       85       48       95       91      227      206
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                          Code-098662
FUTURES ONLY POSITIONS AS OF 10/03/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       24,522
COMMITMENTS
  13,482    8,270    3,102    5,596   10,808   22,180   22,180    2,342    2,342

CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST:      4,977)
   6,000      122      420   -1,904    4,409    4,516    4,951      461       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.0     33.7     12.6     22.8     44.1     90.4     90.4      9.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      26       25        4        6        9       35       36
 

Updated October 6, 2006